Pages that link to "Item:Q2293569"
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The following pages link to Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569):
Displaying 6 items.
- An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004) (← links)
- Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis (Q2330680) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
